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Invesco Small Cap Value Fund (VSCAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US00143M5397

CUSIP

00143M539

Issuer

Invesco

Inception Date

Jun 21, 1999

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VSCAX vs. BRSVX VSCAX vs. HFMDX VSCAX vs. SCETX VSCAX vs. VTI VSCAX vs. VVIAX VSCAX vs. AVALX VSCAX vs. IWM VSCAX vs. VFIAX VSCAX vs. SNXFX VSCAX vs. VTWG
Popular comparisons:
VSCAX vs. BRSVX VSCAX vs. HFMDX VSCAX vs. SCETX VSCAX vs. VTI VSCAX vs. VVIAX VSCAX vs. AVALX VSCAX vs. IWM VSCAX vs. VFIAX VSCAX vs. SNXFX VSCAX vs. VTWG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.79%
12.53%
VSCAX (Invesco Small Cap Value Fund)
Benchmark (^GSPC)

Returns By Period

Invesco Small Cap Value Fund had a return of 32.05% year-to-date (YTD) and 40.30% in the last 12 months. Over the past 10 years, Invesco Small Cap Value Fund had an annualized return of 1.85%, while the S&P 500 had an annualized return of 11.21%, indicating that Invesco Small Cap Value Fund did not perform as well as the benchmark.


VSCAX

YTD

32.05%

1M

9.56%

6M

13.79%

1Y

40.30%

5Y (annualized)

14.27%

10Y (annualized)

1.85%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of VSCAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.33%4.89%8.28%-3.08%5.85%-2.40%5.05%-0.38%1.72%-0.04%32.05%
20238.81%-1.59%-6.89%0.12%-3.75%11.69%6.98%-0.35%-3.98%-5.87%8.13%5.20%17.63%
2022-0.44%6.29%2.83%-8.06%4.25%-12.06%8.25%-1.97%-10.58%16.40%6.40%-11.99%-5.14%
20210.38%14.60%7.03%6.93%3.70%-3.01%-3.58%0.20%1.53%3.89%-4.68%-9.79%16.02%
2020-6.28%-11.91%-32.88%21.16%6.76%3.31%3.49%7.20%-4.33%6.84%21.20%8.91%10.81%
201918.15%4.41%-3.13%6.02%-12.77%11.14%-1.32%-6.37%5.70%0.82%4.75%1.63%28.75%
20184.75%-5.99%-1.12%0.38%2.32%-1.37%1.77%0.79%-2.82%-11.75%1.76%-33.51%-41.30%
20173.58%2.27%-1.11%-0.87%-4.63%5.83%2.45%-3.13%7.04%1.49%4.11%-13.90%1.28%
2016-12.03%1.06%11.86%1.12%-0.99%-5.30%7.83%1.59%2.40%-4.28%13.17%1.53%16.33%
2015-5.60%9.98%1.13%-1.41%0.89%0.05%-4.87%-4.25%-5.62%6.52%2.08%-15.91%-17.88%
2014-2.82%6.37%0.89%0.71%-0.13%3.39%-5.36%4.54%-6.11%0.92%1.36%-12.01%-9.33%
20137.40%3.59%3.96%-2.06%6.37%-0.66%8.53%-4.19%4.37%2.96%3.15%-4.03%32.40%

Expense Ratio

VSCAX has a high expense ratio of 1.12%, indicating higher-than-average management fees.


Expense ratio chart for VSCAX: current value at 1.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VSCAX is 55, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VSCAX is 5555
Combined Rank
The Sharpe Ratio Rank of VSCAX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCAX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VSCAX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VSCAX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VSCAX is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VSCAX, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.005.001.952.53
The chart of Sortino ratio for VSCAX, currently valued at 2.53, compared to the broader market0.005.0010.002.533.39
The chart of Omega ratio for VSCAX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.47
The chart of Calmar ratio for VSCAX, currently valued at 2.11, compared to the broader market0.005.0010.0015.0020.002.113.65
The chart of Martin ratio for VSCAX, currently valued at 10.37, compared to the broader market0.0020.0040.0060.0080.00100.0010.3716.21
VSCAX
^GSPC

The current Invesco Small Cap Value Fund Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Small Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.95
2.53
VSCAX (Invesco Small Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Small Cap Value Fund provided a 0.42% dividend yield over the last twelve months, with an annual payout of $0.11 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.10%0.20%0.30%0.40%0.50%0.60%$0.00$0.02$0.04$0.06$0.08$0.10$0.12201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$0.11$0.11$0.06$0.01$0.05$0.00$0.00$0.00$0.03$0.01

Dividend yield

0.42%0.56%0.35%0.04%0.30%0.00%0.00%0.00%0.18%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2015$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.53%
VSCAX (Invesco Small Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Small Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Small Cap Value Fund was 72.32%, occurring on Mar 23, 2020. Recovery took 1044 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.32%Jul 7, 20141439Mar 23, 20201044May 15, 20242483
-61.59%Dec 15, 2006557Mar 9, 20091090Jul 9, 20131647
-31.22%May 16, 2002101Oct 9, 2002276Nov 13, 2003377
-18.68%Aug 27, 200115Sep 21, 2001110Mar 1, 2002125
-14.61%Aug 3, 2005105Dec 30, 2005201Oct 19, 2006306

Volatility

Volatility Chart

The current Invesco Small Cap Value Fund volatility is 7.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.20%
3.97%
VSCAX (Invesco Small Cap Value Fund)
Benchmark (^GSPC)